+199.0%
AMD vs AEP
+77.9%
+121.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.2% | +11.2% | +11.0% |
| 7D | -11.0% | -2.8% | -8.2% | -10.9% |
| 30D | -30.5% | +3.6% | -34.1% | -30.6% |
| 3M | -8.2% | +1.8% | -10.0% | -8.3% |
| 6M | +6.6% | -3.1% | +9.7% | +6.6% |
| YTD | +109.7% | +12.2% | +97.4% | +106.3% |
| 1Y | +88.9% | +9.1% | +79.8% | +86.5% |
| 3Y | +301.8% | +77.9% | +223.9% | +256.5% |
| All | +199.0% | +77.9% | +121.2% | +181.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling